Many of us who own FJRs came from the Connie ranks. When I was converting to sport-touring from my old cruiser I bought a used Concours. It was a great bike for its purpose and assured me that this type of motorcycling is exactly what I was looking for.
The Connie is a great bike if "budget" is your chief concern. Maintenance is fairly simple (you can adjust the valves yourself) though oil changes are much more difficult than the FJR. I loved my Connie but there is no comparison between the two.
Yes, the technology is that improved between the two bikes. Much more power, torque is readily available on the FJR, oil changes are a 20 minute chore (the lower body work has to come off the Connie to change the filter), better brakes, and my FJR is cooler in the heat than my Connie was.
The Connie fairing would trap more engine heat and, because of the size of the fairing, it would hold the heat longer once under way. My FJR will cool to ambient in 1/4 mile where the Connie would hold the Summer heat for nearly 2 miles. I realize this is subjective and could be personal to me.
When I still had both bikes and would change to the Connie I would wonder, "Where's the power?" and "Where are the brakes?" That's not to say the Connie isn't capable, it is to say that the FJR is that much better for me.
Again I state, the Connie is a great bike and for its price point it is a wonderful ride. Given the choice I would agree with eddie, the FJR is really that much more.
Either way, enjoy your new ride.